Livermore

BAYVIEW ASSET MANAGEMENT, LLC

SEC CIK
0001767366

Holdings, Q2 2026

Positions as of Jun 30, 2026, filed Aug 14, 2026.SEC

Positions
44
+2 vs. Q1 2026
Total value
$133.79M
+$13.99M (+11.7%) vs. Q1 2026

Compare with Q1 2026: new, added, reduced and sold out

Positions

Long positions only. Changes compare share counts with Q1 2026.

BAYVIEW ASSET MANAGEMENT, LLC holdings in Q2 2026
SecurityClassSharesValue% of portfolioChange in sharesActionHistory
FRBTFORBRIGHT INCCL A COM1,284,999$23.5M17.57%+1,284,999NewView
BBTBEACON FINANCIAL CORP.COM364,828$11.11M8.30%−30,000−7.6%ReducedView
RITMRITHM CAPITAL CORP COM NEWREIT590,459$5.54M4.14%+184,752+45.5%AddedView
SSBSOUTHSTATE BK CORPCOM55,000$5.49M4.11%+55,000NewView
CBRECBRE GROUP INCCL A39,820$5.36M4.01%+22,470+129.5%AddedView
BANRBANNER CORPCOM NEW77,500$5.15M3.85%+17,500+29.2%AddedView
SPDR SERIES TRUST78464A789ST STR SP INS81,600$4.98M3.72%+81,600New–
FNFFIDELITY NATIONAL FINANCIALCOM SHS103,700$4.89M3.66%−79,400−43.4%ReducedView
INVESCO QQQ TRUST SERIES I46090E103ETF6,441$4.74M3.55%−699−9.8%Reduced–
ONBOLD NATL BANCORP IND COMStock160,000$4.14M3.10%−30,000−15.8%ReducedView
JPMJPMORGAN CHASE & CO COMStock12,000$3.93M2.94%−1,500−11.1%ReducedView
UMBFUMB FINL CORPCOM25,000$3.57M2.67%+4,032+19.2%AddedView
ICEINTERCONTINENTAL EXCHANGE INC COMStock28,624$3.52M2.63%+28,624NewView
ASBASSOCIATED BANC-CORPCOM114,210$3.51M2.63%−35,790−23.9%ReducedView
BACBANK OF AMER CORP COMStock60,000$3.42M2.56%+15,000+33.3%AddedView
COLBCOLUMBIA BKG SYS INCCOM105,000$3.37M2.52%−6,586−5.9%ReducedView
SPGIS&P GLOBAL INC COMStock7,360$3M2.24%+710+10.7%AddedView
FLGFLAGSTAR BANK NATIONAL ASSOCIA COM NEWStock166,666$2.49M1.86%00.0%UnchangedView
OFGOFG BANCORPCOM50,000$2.45M1.83%−11,794−19.1%ReducedView
HIGHARTFORD INSURANCE GROUP INC COMStock18,300$2.43M1.81%+18,300NewView
HBNCHORIZON BANCORP INDCOM113,500$2.27M1.70%−4,872−4.1%ReducedView
ALLALLSTATE CORP COMStock8,500$2.02M1.51%+8,500NewView
FISIFINANCIAL INSTITUTIONS INCCOM50,000$1.95M1.46%00.0%UnchangedView
JLLJONES LANG LASALLE INCCOM6,250$1.94M1.45%+4,517+260.6%AddedView
FULTFULTON FINL CORP PACOM75,000$1.81M1.36%+28,000+59.6%AddedView
TOWNEBANK PORTSMOUTH VA89214P109COM50,000$1.81M1.35%−13,302−21.0%Reduced–
SCHWCHARLES SCHWAB CORP (THE) COMStock19,407$1.79M1.34%−9,570−33.0%ReducedView
PFGPRINCIPAL FINANCIAL GROUP INCOM13,799$1.49M1.11%+13,799NewView
NWBINORTHWEST BANCSHARES INCCOM92,500$1.4M1.05%−59,465−39.1%ReducedView
FFBC1ST FINL BANCORPCOM40,000$1.35M1.01%−36,611−47.8%ReducedView
FNBF N B CORPCOM70,000$1.34M1.00%−75,979−52.0%ReducedView
CINFCINCINNATI FINL CORPCOM6,000$1.11M0.83%+6,000NewView
NRIMNORTHRIM BANCORP INCCOM32,663$906.07K0.68%−17,877−35.4%ReducedView
ACGLARCH CAP GROUP LTD ORDStock8,787$852.87K0.64%+8,787NewView
GCBCGREENE CNTY BANCORP INCCOM25,000$839.75K0.63%+25,000NewView
ESNTESSENT GROUP LTDCOM12,500$803.5K0.60%+12,500NewView
AXAXOS FINANCIAL INCCOM7,420$722.63K0.54%+7,420NewView
VVISA INC COM CL AStock1,600$548.94K0.41%+1,600NewView
SBSISOUTHSIDE BANCSHARES INCCOM15,000$527.85K0.39%00.0%UnchangedView
FBPFIRST BANCORP CORPORATIONCOM NEW20,000$521.4K0.39%−44,646−69.1%ReducedView
GLGLOBE LIFE INCCOM2,500$446.7K0.33%00.0%UnchangedView
CCITIGROUP INC COM NEWStock2,500$349.9K0.26%00.0%UnchangedView
BKUBANKUNITED INCCOM5,000$242.25K0.18%00.0%UnchangedView
MTGMGIC INVT CORP WISCOM5,000$141K0.11%+5,000NewView

Options (25)

Put and call positions reported in the same filing. The value is that of the underlying shares, as reported on Form 13F.

BAYVIEW ASSET MANAGEMENT, LLC option positions in Q2 2026
SecurityClassPutsCalls
INVESCO EXCHANGE TRADED FD T46137V357S&P500 EQL WGT$217.34M–
STATE STREET SPDR S&P REGIONAL BANKING ETF78464A698ETF$14.97M–
STATE STREET FINANCIAL SELECT SECTOR SPDR ETF81369Y605ETF–$10.72M
CINFCINCINNATI FINL CORPCOM$9.26M–
BACBANK OF AMER CORP COMStock$8.83M–
SPDR SERIES TRUST78464A789ST STR SP INS$8.23M–
JPMJPMORGAN CHASE & CO COMStock$8.18M–
ISHARES TR464287739U.S. REAL ES ETF–$8.18M
CBRECBRE GROUP INCCL A$7.81M–
INVESCO QQQ TRUST SERIES I46090E103ETF$7.36M–
RITMRITHM CAPITAL CORP COM NEWREIT$6.1M–
ALLALLSTATE CORP COMStock$5.95M–
FNFFIDELITY NATIONAL FINANCIALCOM SHS$5.61M–
ESNTESSENT GROUP LTDCOM$5.14M–
USBUS BANCORPCOM NEW$4.53M–
MTGMGIC INVT CORP WISCOM$4.23M–
ICEINTERCONTINENTAL EXCHANGE INC COMStock$4M–
HIGHARTFORD INSURANCE GROUP INC COMStock$3.98M–
JLLJONES LANG LASALLE INCCOM$3.56M–
VVISA INC COM CL AStock$3.43M–
METMETLIFE INC COMStock–$3.38M
SPGIS&P GLOBAL INC COMStock$3.26M–
PFGPRINCIPAL FINANCIAL GROUP INCOM$3.23M–
SCHWCHARLES SCHWAB CORP (THE) COMStock$2.77M–
ACGLARCH CAP GROUP LTD ORDStock$2.43M–

Sold out since Q1 2026 (12)

Positions held at the end of Q1 2026 that are no longer in this filing.

BAYVIEW ASSET MANAGEMENT, LLC positions sold out since Q1 2026
SecurityClassShares, Q1 2026Value, Q1 2026% of portfolio, Q1 2026
BANCBANC OF CALIFORNIA INCCOM725,000$12.75M10.64%
STATE STREET FINANCIAL SELECT SECTOR SPDR ETF81369Y605ETF187,000$9.23M7.71%
APOAPOLLO GLOBAL MGMT INCCOM40,000$4.46M3.72%
CBSHCOMMERCE BANCSHARES INC COMStock85,000$4.18M3.49%
ARCCARES CAPITAL CORP COMCEF185,258$3.34M2.79%
EFCELLINGTON FINANCIAL INCCOM176,500$2.09M1.75%
BUSEFIRST BUSEY CORPCOM NEW20,000$505.4K0.42%
FGF&G ANNUITIES & LIFE INCCOMMON STOCK15,000$379.8K0.32%
TAYLOR MORRISON HOME CORP87724P106COM6,000$349.44K0.29%
PGRPROGRESSIVE CORP COMStock1,500$297.36K0.25%
WSBCWESBANCO INCCOM7,500$258.68K0.22%
NBTBNBT BANCORP INCCOM5,168$220.05K0.18%

13F filings by quarter

BAYVIEW ASSET MANAGEMENT, LLC 13F filings by quarter
QuarterFiledPositionsTotal valueChangesFiling
Q2 2026Aug 14, 202644$133.79Mvs. Q1 2026SEC
Q1 2026May 15, 202642$119.8Mvs. Q4 2025SEC
Q4 2025Feb 13, 202645$111Mvs. Q3 2025SEC
Q3 2025Nov 13, 202545$130.13Mvs. Q2 2025SEC
Q2 2025Aug 13, 202535$99.35Mvs. Q1 2025SEC
Q1 2025May 14, 202533$89.02Mvs. Q4 2024SEC
Q4 2024Feb 14, 202521$76.62Mvs. Q3 2024SEC
Q3 2024Nov 12, 202424$179.16Mvs. Q2 2024SEC
Q2 2024Aug 13, 202428$169.65Mvs. Q1 2024SEC
Q1 2024May 13, 202423$248.22Mvs. Q4 2023SEC
Q4 2023Feb 9, 202413$176.91Mvs. Q3 2023SEC
Q3 2023Nov 14, 20238$203.33Mvs. Q2 2023SEC
Q2 2023Aug 9, 20233$259.19Mvs. Q1 2023SEC
Q1 2023May 3, 20233$318.07Mvs. Q4 2022SEC
Q4 2022Feb 10, 20234$382.68Mvs. Q3 2022SEC
Q3 2022Nov 14, 20228$853.4Mvs. Q2 2022SEC
Q2 2022Aug 12, 202211$797.41Mvs. Q1 2022SEC
Q1 2022May 13, 202211$1.06Bvs. Q4 2021SEC
Q4 2021Feb 11, 20229$523.19Mvs. Q3 2021SEC
Q3 2021Nov 5, 202111$556.89Mvs. Q2 2021SEC
Q2 2021Aug 11, 202110$218.28Mvs. Q1 2021SEC
Q1 2021May 14, 202111$296.98M–SEC